+213.1%
USO vs YUM
+19.0%
+194.1%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -2.2% |
| 7D | +9.1% | -6.1% | +15.2% | +9.2% |
| 30D | +21.7% | -5.8% | +27.5% | +21.7% |
| 3M | +20.2% | -7.6% | +27.9% | +20.3% |
| 6M | +43.4% | -9.1% | +52.5% | +43.4% |
| YTD | +124.0% | -5.5% | +129.5% | +122.8% |
| 1Y | +112.2% | -3.7% | +115.9% | +110.7% |
| 3Y | +97.7% | +17.8% | +79.9% | +90.5% |
| All | +213.1% | +19.0% | +194.1% | +202.7% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded YUM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling